Police said Gray's vehicle had several bullet holes in the windshield. A family friend said Gray may have "cut off" a man driving another vehicle.

Investigators are now searching for a white SUV in connection with the incident.

"We do have a lot of witnesses around here," said John Syme with the Independence Police Department. "It's a pretty nice day out weather-wise, so there are a lot of people out and about. We are hoping maybe someone saw something who has not spoken with us yet, so we would like them to come forward as well."